ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 132-105 132-170 0-065 0.2% 132-245
High 132-190 133-005 0-135 0.3% 132-245
Low 132-080 132-100 0-020 0.0% 131-255
Close 132-160 132-295 0-135 0.3% 132-155
Range 0-110 0-225 0-115 104.5% 0-310
ATR 0-131 0-138 0-007 5.1% 0-000
Volume 111,844 564,774 452,930 405.0% 4,818,066
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-275 134-190 133-099
R3 134-050 133-285 133-037
R2 133-145 133-145 133-016
R1 133-060 133-060 132-316 133-102
PP 132-240 132-240 132-240 132-261
S1 132-155 132-155 132-274 132-198
S2 132-015 132-015 132-254
S3 131-110 131-250 132-233
S4 130-205 131-025 132-171
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-082 134-268 133-006
R3 134-092 133-278 132-240
R2 133-102 133-102 132-212
R1 132-288 132-288 132-183 132-200
PP 132-112 132-112 132-112 132-068
S1 131-298 131-298 132-127 131-210
S2 131-122 131-122 132-098
S3 130-132 130-308 132-070
S4 129-142 129-318 131-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-005 132-020 0-305 0.7% 0-135 0.3% 90% True False 483,076
10 133-055 131-255 1-120 1.0% 0-146 0.3% 82% False False 773,722
20 134-010 131-255 2-075 1.7% 0-133 0.3% 50% False False 792,634
40 134-010 131-250 2-080 1.7% 0-133 0.3% 51% False False 455,935
60 134-010 131-030 2-300 2.2% 0-121 0.3% 62% False False 304,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 136-001
2.618 134-274
1.618 134-049
1.000 133-230
0.618 133-144
HIGH 133-005
0.618 132-239
0.500 132-212
0.382 132-186
LOW 132-100
0.618 131-281
1.000 131-195
1.618 131-056
2.618 130-151
4.250 129-104
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 132-268 132-264
PP 132-240 132-233
S1 132-212 132-202

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.